+669.0%
GRMN vs SEDG
+106.4%
+562.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.9% | +4.7% |
| 7D | +2.4% | +1.4% | +1.0% | +2.2% |
| 30D | -8.5% | +8.3% | -16.8% | -9.3% |
| 3M | +19.5% | -40.7% | +60.1% | +23.5% |
| 6M | +21.2% | -3.9% | +25.1% | +17.7% |
| YTD | +41.0% | +20.2% | +20.8% | +33.1% |
| 1Y | +19.6% | +17.6% | +2.0% | +11.8% |
| 3Y | +183.8% | -76.6% | +260.4% | +189.8% |
| 5Y | +83.0% | -87.1% | +170.1% | +92.8% |
| All | +669.0% | +106.4% | +562.6% | +534.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling